Trading Metrics calculated at close of trading on 12-Sep-2002 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2002 |
12-Sep-2002 |
Change |
Change % |
Previous Week |
Open |
958.29 |
935.53 |
-22.76 |
-2.4% |
928.50 |
High |
978.46 |
935.53 |
-42.93 |
-4.4% |
932.96 |
Low |
945.90 |
914.89 |
-31.01 |
-3.3% |
882.85 |
Close |
946.40 |
915.01 |
-31.39 |
-3.3% |
922.22 |
Range |
32.56 |
20.64 |
-11.92 |
-36.6% |
50.11 |
ATR |
38.56 |
38.06 |
-0.50 |
-1.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 12-Sep-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
983.73 |
970.01 |
926.36 |
|
R3 |
963.09 |
949.37 |
920.69 |
|
R2 |
942.45 |
942.45 |
918.79 |
|
R1 |
928.73 |
928.73 |
916.90 |
925.27 |
PP |
921.81 |
921.81 |
921.81 |
920.08 |
S1 |
908.09 |
908.09 |
913.12 |
904.63 |
S2 |
901.17 |
901.17 |
911.23 |
|
S3 |
880.53 |
887.45 |
909.33 |
|
S4 |
859.89 |
866.81 |
903.66 |
|
|
Weekly Pivots for week ending 06-Sep-2002 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,063.01 |
1,042.72 |
949.78 |
|
R3 |
1,012.90 |
992.61 |
936.00 |
|
R2 |
962.79 |
962.79 |
931.41 |
|
R1 |
942.50 |
942.50 |
926.81 |
927.59 |
PP |
912.68 |
912.68 |
912.68 |
905.22 |
S1 |
892.39 |
892.39 |
917.63 |
877.48 |
S2 |
862.57 |
862.57 |
913.03 |
|
S3 |
812.46 |
842.28 |
908.44 |
|
S4 |
762.35 |
792.17 |
894.66 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
978.46 |
901.13 |
77.33 |
8.5% |
26.95 |
2.9% |
18% |
False |
False |
|
10 |
978.46 |
882.85 |
95.61 |
10.4% |
28.27 |
3.1% |
34% |
False |
False |
|
20 |
1,052.49 |
882.85 |
169.64 |
18.5% |
30.55 |
3.3% |
19% |
False |
False |
|
40 |
1,052.49 |
856.35 |
196.14 |
21.4% |
38.18 |
4.2% |
30% |
False |
False |
|
60 |
1,133.96 |
856.35 |
277.61 |
30.3% |
41.10 |
4.5% |
21% |
False |
False |
|
80 |
1,309.62 |
856.35 |
453.27 |
49.5% |
40.43 |
4.4% |
13% |
False |
False |
|
100 |
1,357.01 |
856.35 |
500.66 |
54.7% |
41.28 |
4.5% |
12% |
False |
False |
|
120 |
1,481.97 |
856.35 |
625.62 |
68.4% |
40.74 |
4.5% |
9% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,023.25 |
2.618 |
989.57 |
1.618 |
968.93 |
1.000 |
956.17 |
0.618 |
948.29 |
HIGH |
935.53 |
0.618 |
927.65 |
0.500 |
925.21 |
0.382 |
922.77 |
LOW |
914.89 |
0.618 |
902.13 |
1.000 |
894.25 |
1.618 |
881.49 |
2.618 |
860.85 |
4.250 |
827.17 |
|
|
Fisher Pivots for day following 12-Sep-2002 |
Pivot |
1 day |
3 day |
R1 |
925.21 |
946.68 |
PP |
921.81 |
936.12 |
S1 |
918.41 |
925.57 |
|